-97.3%
ADVB vs BUD
+40.3%
-137.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +3.9% |
| 7D | -13.9% | +4.5% | -18.4% | -13.0% |
| 30D | -68.1% | +12.5% | -80.6% | -67.4% |
| 3M | -73.4% | 0.0% | -73.4% | -73.2% |
| 6M | -70.8% | +3.8% | -74.6% | -70.4% |
| YTD | -66.1% | +33.1% | -99.1% | -66.2% |
| 1Y | -77.5% | +35.5% | -113.0% | -77.6% |
| All | -97.3% | +40.3% | -137.6% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling